CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 07-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2785 |
1.2695 |
-0.0090 |
-0.7% |
1.2868 |
| High |
1.2809 |
1.2742 |
-0.0067 |
-0.5% |
1.2894 |
| Low |
1.2678 |
1.2687 |
0.0009 |
0.1% |
1.2714 |
| Close |
1.2703 |
1.2690 |
-0.0013 |
-0.1% |
1.2812 |
| Range |
0.0131 |
0.0055 |
-0.0076 |
-58.0% |
0.0180 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
147,186 |
91,571 |
-55,615 |
-37.8% |
679,676 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2871 |
1.2836 |
1.2720 |
|
| R3 |
1.2816 |
1.2781 |
1.2705 |
|
| R2 |
1.2761 |
1.2761 |
1.2700 |
|
| R1 |
1.2726 |
1.2726 |
1.2695 |
1.2716 |
| PP |
1.2706 |
1.2706 |
1.2706 |
1.2702 |
| S1 |
1.2671 |
1.2671 |
1.2685 |
1.2661 |
| S2 |
1.2651 |
1.2651 |
1.2680 |
|
| S3 |
1.2596 |
1.2616 |
1.2675 |
|
| S4 |
1.2541 |
1.2561 |
1.2660 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3347 |
1.3259 |
1.2911 |
|
| R3 |
1.3167 |
1.3079 |
1.2862 |
|
| R2 |
1.2987 |
1.2987 |
1.2845 |
|
| R1 |
1.2899 |
1.2899 |
1.2829 |
1.2853 |
| PP |
1.2807 |
1.2807 |
1.2807 |
1.2784 |
| S1 |
1.2719 |
1.2719 |
1.2796 |
1.2673 |
| S2 |
1.2627 |
1.2627 |
1.2779 |
|
| S3 |
1.2447 |
1.2539 |
1.2763 |
|
| S4 |
1.2267 |
1.2359 |
1.2713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2869 |
1.2678 |
0.0191 |
1.5% |
0.0112 |
0.9% |
6% |
False |
False |
155,846 |
| 10 |
1.2919 |
1.2678 |
0.0241 |
1.9% |
0.0083 |
0.7% |
5% |
False |
False |
126,409 |
| 20 |
1.3050 |
1.2678 |
0.0372 |
2.9% |
0.0072 |
0.6% |
3% |
False |
False |
112,897 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.4% |
0.0071 |
0.6% |
16% |
False |
False |
109,504 |
| 60 |
1.3050 |
1.2531 |
0.0519 |
4.1% |
0.0068 |
0.5% |
31% |
False |
False |
74,729 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0066 |
0.5% |
50% |
False |
False |
56,079 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0065 |
0.5% |
50% |
False |
False |
44,890 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0058 |
0.5% |
50% |
False |
False |
37,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2976 |
|
2.618 |
1.2886 |
|
1.618 |
1.2831 |
|
1.000 |
1.2797 |
|
0.618 |
1.2776 |
|
HIGH |
1.2742 |
|
0.618 |
1.2721 |
|
0.500 |
1.2715 |
|
0.382 |
1.2708 |
|
LOW |
1.2687 |
|
0.618 |
1.2653 |
|
1.000 |
1.2632 |
|
1.618 |
1.2598 |
|
2.618 |
1.2543 |
|
4.250 |
1.2453 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2715 |
1.2751 |
| PP |
1.2706 |
1.2730 |
| S1 |
1.2698 |
1.2710 |
|